FimiRetirementStocksPortfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 11.11% |
ADP Automatic Data Processing, Inc. | Industrials | 11.11% |
CVX Chevron Corporation | Energy | 11.11% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 11.11% |
MRK Merck & Co., Inc. | Healthcare | 11.11% |
PEP PepsiCo, Inc. | Consumer Defensive | 11.11% |
PG The Procter & Gamble Company | Consumer Defensive | 11.11% |
TGT Target Corporation | Consumer Defensive | 11.11% |
XOM Exxon Mobil Corporation | Energy | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FimiRetirementStocksPortfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Oct 30, 2024, the FimiRetirementStocksPortfolio returned 13.53% Year-To-Date and 13.58% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| FimiRetirementStocksPortfolio | 13.53% | -1.36% | 2.65% | 23.47% | 15.88% | 13.58% |
| Portfolio components: | ||||||
ADP Automatic Data Processing, Inc. | 25.66% | 5.52% | 20.33% | 36.31% | 14.62% | 15.95% |
PG The Procter & Gamble Company | 16.92% | -3.11% | 3.65% | 14.79% | 8.75% | 9.78% |
ABBV AbbVie Inc. | 26.73% | -1.96% | 18.50% | 38.41% | 24.25% | 16.31% |
CVX Chevron Corporation | 2.81% | 2.08% | -5.93% | 6.07% | 9.84% | 6.62% |
LOW Lowe's Companies, Inc. | 20.41% | -1.14% | 16.39% | 42.75% | 20.92% | 18.63% |
PEP PepsiCo, Inc. | 0.92% | -1.47% | -3.30% | 6.43% | 7.10% | 8.83% |
MRK Merck & Co., Inc. | -3.03% | -8.76% | -18.71% | 3.70% | 7.89% | 9.81% |
TGT Target Corporation | 6.18% | -4.67% | -6.75% | 40.60% | 9.21% | 12.27% |
XOM Exxon Mobil Corporation | 20.32% | 1.26% | 0.77% | 14.65% | 17.36% | 6.50% |
Monthly Returns
The table below presents the monthly returns of FimiRetirementStocksPortfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.89% | 4.94% | 5.79% | -3.18% | -0.73% | -1.25% | 3.67% | 2.21% | 0.93% | 13.53% | |||
| 2023 | -0.48% | -1.79% | 1.69% | 2.70% | -8.13% | 4.58% | 3.76% | -0.72% | -3.21% | -5.00% | 4.20% | 3.81% | 0.47% |
| 2022 | 1.55% | -0.52% | 5.49% | 0.98% | -1.05% | -6.09% | 6.84% | -1.50% | -5.48% | 13.48% | 6.03% | -3.01% | 16.08% |
| 2021 | -1.58% | 4.22% | 7.63% | 1.14% | 2.95% | 2.88% | 1.88% | -0.45% | -1.99% | 11.01% | -2.19% | 6.41% | 35.82% |
| 2020 | -5.19% | -8.11% | -11.67% | 14.23% | 5.66% | 0.77% | 1.00% | 5.63% | -3.16% | -2.03% | 12.53% | 1.83% | 8.56% |
| 2019 | 3.10% | 5.30% | 4.64% | 0.23% | -4.15% | 5.34% | -0.55% | 4.38% | 1.44% | 0.73% | 4.48% | 2.22% | 30.22% |
| 2018 | 6.17% | -7.07% | -3.52% | 1.40% | 4.12% | 2.51% | 3.19% | 3.34% | 2.48% | -5.13% | 4.29% | -6.47% | 4.20% |
| 2017 | -1.51% | 1.62% | 0.61% | 0.60% | -0.32% | 0.22% | 3.52% | -1.59% | 5.57% | -1.10% | 3.13% | 4.05% | 15.51% |
| 2016 | -2.10% | 0.30% | 6.69% | 2.10% | -0.05% | 2.86% | 1.77% | -1.13% | -0.35% | -3.53% | 4.99% | 1.89% | 13.80% |
| 2015 | -3.09% | 3.67% | -1.28% | 0.94% | 0.13% | -2.56% | 0.13% | -5.57% | -1.52% | 8.59% | -1.09% | 0.05% | -2.27% |
| 2014 | -5.56% | 4.84% | 0.81% | 2.13% | -0.18% | 1.62% | -0.87% | 4.48% | -0.19% | 4.38% | 4.91% | -0.20% | 16.79% |
| 2013 | 6.33% | 1.81% | 4.12% | 3.88% | 0.35% | -0.79% | 5.50% | -3.83% | 1.25% | 3.36% | 2.63% | 2.39% | 30.05% |
Expense Ratio
FimiRetirementStocksPortfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FimiRetirementStocksPortfolio is 26, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.47 | 3.27 | 1.44 | 1.82 | 13.79 |
PG The Procter & Gamble Company | 1.10 | 1.57 | 1.21 | 1.94 | 6.78 |
ABBV AbbVie Inc. | 2.26 | 2.90 | 1.40 | 2.61 | 8.42 |
CVX Chevron Corporation | 0.39 | 0.66 | 1.08 | 0.33 | 1.23 |
LOW Lowe's Companies, Inc. | 2.07 | 2.89 | 1.36 | 1.81 | 5.92 |
PEP PepsiCo, Inc. | 0.52 | 0.86 | 1.10 | 0.51 | 1.85 |
MRK Merck & Co., Inc. | 0.18 | 0.37 | 1.06 | 0.17 | 0.45 |
TGT Target Corporation | 1.23 | 2.27 | 1.27 | 0.73 | 3.90 |
XOM Exxon Mobil Corporation | 0.77 | 1.20 | 1.14 | 0.80 | 3.04 |
Dividends
Dividend yield
FimiRetirementStocksPortfolio provided a 2.88% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FimiRetirementStocksPortfolio | 2.88% | 2.99% | 2.63% | 2.89% | 3.55% | 3.00% | 3.29% | 2.90% | 2.98% | 3.12% | 2.62% | 2.64% |
| Portfolio components: | ||||||||||||
ADP Automatic Data Processing, Inc. | 1.94% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
PG The Procter & Gamble Company | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
ABBV AbbVie Inc. | 3.27% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
CVX Chevron Corporation | 4.31% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
LOW Lowe's Companies, Inc. | 1.71% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
PEP PepsiCo, Inc. | 3.13% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
MRK Merck & Co., Inc. | 2.97% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
TGT Target Corporation | 2.99% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
XOM Exxon Mobil Corporation | 3.24% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the FimiRetirementStocksPortfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FimiRetirementStocksPortfolio was 34.56%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current FimiRetirementStocksPortfolio drawdown is 4.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.56% | Dec 30, 2019 | 58 | Mar 23, 2020 | 107 | Aug 24, 2020 | 165 |
| -14.99% | Jan 29, 2018 | 39 | Mar 23, 2018 | 107 | Aug 24, 2018 | 146 |
| -14.78% | Apr 21, 2022 | 41 | Jun 17, 2022 | 92 | Oct 28, 2022 | 133 |
| -14.53% | Jan 9, 2015 | 158 | Aug 25, 2015 | 142 | Mar 18, 2016 | 300 |
| -13.62% | Sep 24, 2018 | 64 | Dec 24, 2018 | 40 | Feb 22, 2019 | 104 |
Volatility
Volatility Chart
The current FimiRetirementStocksPortfolio volatility is 2.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| TGT | ABBV | MRK | LOW | XOM | CVX | PG | PEP | ADP | |
|---|---|---|---|---|---|---|---|---|---|
| TGT | 1.00 | 0.25 | 0.22 | 0.47 | 0.25 | 0.28 | 0.28 | 0.28 | 0.35 |
| ABBV | 0.25 | 1.00 | 0.43 | 0.27 | 0.28 | 0.27 | 0.32 | 0.32 | 0.36 |
| MRK | 0.22 | 0.43 | 1.00 | 0.24 | 0.27 | 0.28 | 0.38 | 0.38 | 0.37 |
| LOW | 0.47 | 0.27 | 0.24 | 1.00 | 0.30 | 0.29 | 0.32 | 0.33 | 0.47 |
| XOM | 0.25 | 0.28 | 0.27 | 0.30 | 1.00 | 0.82 | 0.22 | 0.23 | 0.35 |
| CVX | 0.28 | 0.27 | 0.28 | 0.29 | 0.82 | 1.00 | 0.23 | 0.23 | 0.37 |
| PG | 0.28 | 0.32 | 0.38 | 0.32 | 0.22 | 0.23 | 1.00 | 0.64 | 0.43 |
| PEP | 0.28 | 0.32 | 0.38 | 0.33 | 0.23 | 0.23 | 0.64 | 1.00 | 0.47 |
| ADP | 0.35 | 0.36 | 0.37 | 0.47 | 0.35 | 0.37 | 0.43 | 0.47 | 1.00 |